Kaiserex | S&P 500 | Bitcoin | Crypto Market | |
---|---|---|---|---|
Growth since the 1st of May | -48.56% | 8.31% | -25.62% | -44.33% |
Growth in October | 11.41% | -4.49% | -1.56% | -6.36% |
Largest daily decline | -13.14% | -3.54% | -5.73% | -8.18% |
Largest daily increase | 10.02% | 2.19% | 5.90% | 2.86% |
Largest peak-to-trough | -17.13% | -10.23% | -7.27% | -10.23% |
Volatility | 4.29% | 1.52% | 1.67% | 1.86% |
Source: investing.com. All calculations were made in EUR and including weekend data.
Volatility of the whole portfolio was 4.29%, average volatility of each asset was in a range 1.67-10.29% . Minimum value of the portfolio was 4199.88 EUR and the maximum value was 5391.54 EUR.
Sharpe Ratio was 0.07 (using 3-month US Treasury Bill Rate for calculation which on 2018-05-31 was 1.91% according to www.marketwatch.com) due to the negative excess return.